+319.3%
CSCO vs EXPD
+325.6%
-6.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.7% | -7.4% | +2.7% | -1.2% |
| 30D | -17.1% | -2.1% | -15.0% | -16.3% |
| 3M | -19.6% | +5.7% | -25.3% | -21.7% |
| 6M | +2.4% | +21.4% | -19.0% | -6.6% |
| YTD | +29.8% | +27.6% | +2.2% | +15.0% |
| 1Y | +38.7% | +36.1% | +2.5% | +19.1% |
| 3Y | +101.3% | +69.9% | +31.5% | +50.7% |
| 5Y | +94.8% | +59.7% | +35.2% | +47.0% |
| All | +319.3% | +325.6% | -6.2% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling